Today we are sharing performance data from the Prosper portfolio for September 2017. This month credit tightening in the higher risk segments continues to slowly shift the portfolio to a higher concentration of lower risk assets (44.0% of assets were rated AA-B in September compared with 41.9% in August).
Investor Updates
Prosper Performance Update: August 2017
Today we’re sharing the performance update from the Prosper portfolio for August 2017. This month we saw credit tightening in the higher risk segments continues to slowly shift the portfolio to a higher concentration of lower risk assets (41.9% of assets were rated AA-B in August compared with 39.1% in July).
Prosper Performance Update: July 2017
Today we are sharing performance data from the Prosper portfolio for July 2017. Our risk team implemented a credit tightening in July aimed at removing certain populations of borrowers from originations on a go-forward basis. As a result of this credit tightening, the overall distribution of the book shifted slightly towards lower risk loans. This slight shift resulted in an overall portfolio coupon decrease of 45bps and an overall return estimate decrease of 26bps.
Prosper Performance Update: June 2017
Prosper Performance Update: May 2017
Today we are sharing performance data for the Prosper portfolio for May 2017. The weighted average coupon for assets originated through Prosper’s platform in May 2017 was 16.34%i, the highest for a monthly vintage since 2013. The increase was driven by a pricing increase in the AA, A, and B ratings, as well as a higher […]
Prosper Performance Update: April 2017
Today we are sharing performance data for the Prosper portfolio for April 2017. The estimated return on April 2017 production is 8.04% i, based on the estimated loss assumption of 7.64% ii. The coupon for assets originated through Prosper’s platform in April 2017 was 16.18% iii, an increase of 0.47% from Q1. The increase was driven by a pricing […]
